Masked Diffusion Models (MDMs) have emerged as a promising approach for generative modeling in discrete spaces. By generating sequences in any order and allowing for parallel decoding, they enable fast inference and strong performance on non-causal tasks. However, this flexibility comes with a training complexity trade-off: MDMs train on an exponentially large set of masking patterns, which is not only computationally expensive, but also creates a train--test mismatch between the random masks used in training and the highly structured masks induced by inference-time unmasking. In this work, we propose Progressive UnMAsking (PUMA), a simple modification of the forward masking process that aligns training-time and inference-time masking patterns, thereby focusing optimization on inference-aligned masks and speeding up training. Empirically, PUMA speeds up pretraining at the 125M scale by $\approx 2.5\times$ and offers complementary advantages on top of common recipes like autoregressive initialization. We open-source our codebase at https://github.com/JaeyeonKim01/PUMA.